onetick-py 1.162.2__py3-none-any.whl

onetick/py/run.py

@@ -0,0 +1,841 @@
+
+import inspect
+import datetime
+import warnings
+from typing import Union, List, Optional, Dict, Any, Callable, Type
+from collections import defaultdict
+
+import numpy as np
+import pandas as pd
+from onetick.py.otq import otq, pyomd, otli
+
+from onetick import py as otp
+from onetick.py import utils, configuration
+from onetick.py.core.column_operations.base import _Operation
+from onetick.py.types import datetime2timeval, datetime2expr
+from onetick.py.core.source import _is_dict_required
+from onetick.py.compatibility import (
+    has_max_expected_ticks_per_symbol,
+    has_password_param,
+    has_query_encoding_parameter,
+    _add_version_info_to_exception,
+)
+from onetick.py._stack_info import _add_stack_info_to_exception
+from onetick.py.callback import LogCallback, ManualDataframeCallback
+
+
+def run(query: Union[Callable, Dict, otp.Source, otp.MultiOutputSource,  # NOSONAR
+                     otp.query, str, otq.EpBase, otq.GraphQuery,
+                     otq.ChainQuery, otq.Chainlet, otq.SqlQuery, otp.SqlQuery],
+        *,
+        symbols: Union[List[Union[str, otq.Symbol]], otp.Source, str, None] = None,
+        start: Union[datetime.datetime, otp.datetime, pyomd.timeval_t, None] = utils.adaptive,  # type: ignore
+        end: Union[datetime.datetime, otp.datetime, pyomd.timeval_t, None] = utils.adaptive,  # type: ignore
+        date: Union[datetime.date, otp.date, None] = None,
+        start_time_expression: Optional[str] = None,
+        end_time_expression: Optional[str] = None,
+        timezone=utils.default,  # type: ignore
+        context=utils.default,  # type: ignore
+        username: Optional[str] = None,
+        alternative_username: Optional[str] = None,
+        password: Optional[str] = None,
+        batch_size: Union[int, Type[utils.default], None] = utils.default,
+        running: Optional[bool] = False,
+        query_properties: Optional[pyomd.QueryProperties] = None,  # type: ignore
+        concurrency: Union[int, Type[utils.default], None] = utils.default,
+        apply_times_daily: Optional[int] = None,
+        symbol_date: Union[datetime.datetime, int, str, None] = None,
+        query_params: Optional[Dict[str, Any]] = None,
+        time_as_nsec: bool = True,
+        treat_byte_arrays_as_strings: bool = True,
+        output_matrix_per_field: bool = False,
+        output_structure: Optional[str] = None,
+        return_utc_times: Optional[bool] = None,
+        connection=None,
+        callback=None,
+        svg_path=None,
+        use_connection_pool: bool = False,
+        node_name: Union[str, List[str], None] = None,
+        require_dict: bool = False,
+        max_expected_ticks_per_symbol: Optional[int] = None,
+        log_symbol: Union[bool, Type[utils.default]] = utils.default,
+        encoding: Optional[str] = None,
+        manual_dataframe_callback: bool = False):
+    """
+    Executes a query and returns its result.
+
+    Parameters
+    ----------
+    query: :py:class:`onetick.py.Source`, otq.Ep, otq.GraphQuery, otq.ChainQuery, str, otq.Chainlet,\
+            Callable, otq.SqlQuery, :py:class:`onetick.py.SqlQuery`
+        Query to execute can be source, path of the query on a disk or onetick.query graph or event processor.
+        For running OTQ files, it represents the path (including filename) to the OTQ file to run a single query within
+        the file. If more than one query is present, then the query to be run must be specified
+        (that is, ``'path_to_file/otq_file.otq::query_to_run'``).
+
+        ``query`` can also be a function that has a symbol object as the first parameter.
+        This object can be used to get symbol name and symbol parameters.
+        Function must return a :py:class:`Source <onetick.py.Source>`.
+    symbols: str, list of str, list of otq.Symbol, :py:class:`onetick.py.Source`, pd.DataFrame, optional
+        Symbol(s) to run the query for passed as a string, a list of strings, a pd.DataFrame with the ``SYMBOL_NAME``
+        column, or as a "symbols" query which results include the ``SYMBOL_NAME`` column. The start/end times for the
+        symbols query will taken from the params below.
+        See :ref:`symbols <static/concepts/symbols:Symbols: bound and unbound>` for more details.
+    start: :py:class:`datetime.datetime`, :py:class:`otp.datetime <onetick.py.datetime>`,\
+            :py:class:`pyomd.timeval_t`, optional
+        The start time of the query. Can be timezone-naive or timezone-aware. See also ``timezone`` argument.
+        onetick.py uses :py:attr:`default_start_time<onetick.py.configuration.Config.default_start_time>`
+        as default value, if you don't want to specify start time, e.g. to use saved time of the query,
+        then you should specify None value.
+    end: :py:class:`datetime.datetime`, :py:class:`otp.datetime <onetick.py.datetime>`,\
+          :py:class:`pyomd.timeval_t`, optional
+        The end time of the query (note that it's non-inclusive).
+        Can be timezone-naive or timezone-aware. See also ``timezone`` argument.
+        onetick.py uses :py:attr:`default_end_time<onetick.py.configuration.Config.default_end_time>`
+        as default value, if you don't want to specify end time, e.g. to use saved time of the query,
+        then you should specify None value.
+    date: :py:class:`datetime.date`, :py:class:`otp.date <onetick.py.date>`, optional
+        The date to run the query for. Can be set instead of ``start`` and ``end`` parameters.
+        If set then the interval to run the query will be from 0:00 to 24:00 of the specified date.
+    start_time_expression: str, :py:class:`~onetick.py.Operation`, optional
+        Start time onetick expression of the query. If specified, it will take precedence over ``start``.
+        Supported only if query is Source, Graph or Event Processor.
+        Not supported for WebAPI mode.
+    end_time_expression: str, :py:class:`~onetick.py.Operation`, optional
+        End time onetick expression of the query. If specified, it will take precedence over ``end``.
+        Supported only if query is Source, Graph or Event Processor.
+        Not supported for WebAPI mode.
+    timezone: str, optional
+         The timezone of output timestamps.
+         Also, when start and/or end arguments are timezone-naive, it will define their timezone.
+         If parameter is omitted timestamps of ticks will be formatted
+         with the default :py:attr:`tz<onetick.py.configuration.Config.tz>`.
+    context: str, optional
+        Allows specification of different contexts from OneTick configuration to connect to.
+        If not set then default :py:attr:`context<onetick.py.configuration.Config.context>` is used.
+        See :ref:`guide about switching contexts <switching contexts>` for examples.
+    username
+        The username to make the connection.
+        By default the user which executed the process is used.
+    alternative_username: str
+        The username used for authentication.
+        Needs to be set only when the tick server is configured to use password-based authentication.
+        By default, :py:attr:`default_auth_username<onetick.py.configuration.Config.default_auth_username>` is used.
+        Not supported for WebAPI mode.
+    password: str, optional
+        The password used for authentication.
+        Needs to be set only when the tick server is configured to use password-based authentication.
+        Note: not supported and ignored on older OneTick versions.
+        By default, :py:attr:`default_password<onetick.py.configuration.Config.default_password>` is used.
+    batch_size: int
+        number of symbols to run in one batch.
+        By default, the value from
+        :py:attr:`default_batch_size<onetick.py.configuration.Config.default_batch_size>` is used.
+        Not supported for WebAPI mode.
+    running: bool, optional
+        Indicates whether a query is CEP or not. Default is `False`.
+    query_properties: :py:class:`pyomd.QueryProperties` or dict, optional
+       Query properties, such as ONE_TO_MANY_POLICY, ALLOW_GRAPH_REUSE, etc
+    concurrency: int, optional
+        The maximum number of CPU cores to use to process the query.
+        By default, the value from
+        :py:attr:`default_concurrency<onetick.py.configuration.Config.default_concurrency>` is used.
+    apply_times_daily: bool
+        Runs the query for every day in the ``start``-``end`` time range,
+        using the time components of ``start`` and ``end`` datetimes.
+
+        Note that those daily intervals are executed separately, so you don't have access
+        to the data from previous or next days (see example in the next section).
+    symbol_date:
+        The symbol date used to look up symbology mapping information in the reference database,
+        expressed as datetime object or integer of YYYYMMDD format
+    query_params: dict
+        Parameters of the query.
+    time_as_nsec: bool
+        Outputs timestamps up to nanoseconds granularity
+        (defaults to False: by default we output timestamps in microseconds granularity)
+    treat_byte_arrays_as_strings: bool
+        Outputs byte arrays as strings (defaults to True)
+        Not supported for WebAPI mode.
+    output_matrix_per_field: bool
+        Changes output format to list of matrices per field.
+        Not supported for WebAPI mode.
+    output_structure: otp.Source.OutputStructure, optional
+
+        Structure (type) of the result. Supported values are:
+          - `df` (default) - the result is returned as :pandas:`pandas.DataFrame` object
+            or dictionary of symbol names and :pandas:`pandas.DataFrame` objects
+            in case of using multiple symbols or first stage query.
+          - `map` - the result is returned as SymbolNumpyResultMap.
+          - `list` - the result is returned as list.
+          - `polars` - the result is returned as
+            `polars.DataFrame <https://docs.pola.rs/api/python/stable/reference/dataframe/index.html>`_ object
+            or dictionary of symbol names and dataframe objects
+            (**Only supported in WebAPI mode**).
+    return_utc_times: bool
+        If True Return times in UTC timezone and in local timezone otherwise
+        Not supported for WebAPI mode.
+    connection: :py:class:`pyomd.Connection`
+        The connection to be used for discovering nested .otq files
+        Not supported for WebAPI mode.
+    callback: :py:class:`onetick.py.CallbackBase`
+         Class with callback methods.
+         If set, the output of the query should be controlled with callbacks
+         and this function returns nothing.
+    svg_path: str, optional
+        Not supported for WebAPI mode.
+    use_connection_pool: bool
+        Default is False. If set to True, the connection pool is used.
+        Not supported for WebAPI mode.
+    node_name: str, List[str], optional
+        Name of the output node to select result from. If query graph has several output nodes, you can specify the name
+        of the node to choose result from. If node_name was specified, query should be presented by path on the disk
+        and output_structure should be `df`
+    require_dict: bool
+        If set to True, result will be forced to be a dictionary even if it's returned for a single symbol
+    max_expected_ticks_per_symbol: int
+        Expected maximum number of ticks per symbol (used for performance optimizations).
+        By default,
+        :py:attr:`max_expected_ticks_per_symbol<onetick.py.configuration.Config.max_expected_ticks_per_symbol>`
+        is used.
+        Not supported for WebAPI mode.
+    log_symbol: bool
+        Log currently executed symbol.
+        Note that this only works with unbound symbols.
+        Also in this case :py:func:`otp.run<onetick.py.run>` is executed in ``callback`` mode
+        and no value is returned from the function, so it should be used only for debugging purposes.
+        This logging will not work if some other value specified in parameter ``callback``.
+        By default, :py:attr:`otp.config.log_symbol<onetick.py.configuration.Config.log_symbol>` is used.
+    encoding: str, optional
+        The encoding of string fields.
+    manual_dataframe_callback: bool
+        Create dataframe manually with ``callback`` mode.
+        Only works if ``output_structure='df'`` is specified and parameter ``callback`` is not.
+        May improve performance in some cases.
+
+    Returns
+    -------
+    result, list, dict, :pandas:`pandas.DataFrame`, None
+        result of the query
+
+    Examples
+    --------
+
+    Running :py:class:`onetick.py.Source` and setting start and end times:
+
+    >>> data = otp.Tick(A=1)
+    >>> otp.run(data, start=otp.dt(2003, 12, 2), end=otp.dt(2003, 12, 4))
+            Time  A
+    0 2003-12-02  1
+
+    Setting query interval with ``date`` parameter:
+
+    >>> data = otp.Tick(A=1)
+    >>> data['START'] = data['_START_TIME']
+    >>> data['END'] = data['_END_TIME']
+    >>> otp.run(data, date=otp.dt(2003, 12, 1))
+            Time  A      START        END
+    0 2003-12-01  1 2003-12-01 2003-12-02
+
+    Running otq.Ep and passing query parameters:
+
+    >>> ep = otq.TickGenerator(bucket_interval=0, fields='long A = $X').tick_type('TT')
+    >>> otp.run(ep, symbols='LOCAL::', query_params={'X': 1})
+            Time  A
+    0 2003-12-04  1
+
+    Running in callback mode:
+
+    >>> class Callback(otp.CallbackBase):
+    ...     def __init__(self):
+    ...         self.result = None
+    ...     def process_tick(self, tick, time):
+    ...         self.result = tick
+    >>> data = otp.Tick(A=1)
+    >>> callback = Callback()
+    >>> otp.run(data, callback=callback)
+    >>> callback.result
+    {'A': 1}
+
+    Running with ``apply_times_daily``.
+    Note that daily intervals are processed separately so, for example,
+    we can't access column **COUNT** from previous day.
+
+    >>> trd = otp.DataSource('US_COMP', symbols='AAPL', tick_type='TRD')  # doctest: +SKIP
+    >>> trd = trd.agg({'COUNT': otp.agg.count()},
+    ...               bucket_interval=12 * 3600, bucket_time='start')  # doctest: +SKIP
+    >>> trd['PREV_COUNT'] = trd['COUNT'][-1]  # doctest: +SKIP
+    >>> otp.run(trd, apply_times_daily=True,
+    ...         start=otp.dt(2023, 4, 3), end=otp.dt(2023, 4, 5), timezone='EST5EDT')  # doctest: +SKIP
+                     Time   COUNT  PREV_COUNT
+    0 2023-04-03 00:00:00  328447           0
+    1 2023-04-03 12:00:00  240244      328447
+    2 2023-04-04 00:00:00  263293           0
+    3 2023-04-04 12:00:00  193018      263293
+
+    Using a function as a ``query``, accessing symbol name and parameters:
+
+    >>> def query(symbol):
+    ...     t = otp.Tick(X='x')
+    ...     t['SYMBOL_NAME'] = symbol.name
+    ...     t['SYMBOL_PARAM'] = symbol.PARAM
+    ...     return t
+    >>> symbols = otp.Ticks({'SYMBOL_NAME': ['A', 'B'], 'PARAM': [1, 2]})
+    >>> result = otp.run(query, symbols=symbols)
+    >>> result['A']
+            Time  X SYMBOL_NAME  SYMBOL_PARAM
+    0 2003-12-01  x           A             1
+    >>> result['B']
+            Time  X SYMBOL_NAME  SYMBOL_PARAM
+    0 2003-12-01  x           B             2
+
+    Debugging unbound symbols with ``log_symbol`` parameter:
+
+    >>> data = otp.Tick(X=1)
+    >>> symbols = otp.Ticks({'SYMBOL_NAME': ['A', 'B'], 'PARAM': [1, 2]})
+    >>> otp.run(query, symbols=symbols, log_symbol=True)  # doctest: +ELLIPSIS
+    Running query <onetick.py.sources.ticks.Tick object at ...>
+    Processing symbol A
+    Processing symbol B
+
+    By default, some non-standard characters in data strings could be processed incorrectly:
+
+    >>> data = ['AA測試AA']
+    >>> source = otp.Ticks({'A': data})
+    >>> otp.run(source)
+            Time           A
+    0 2003-12-01  AA測試AA
+
+    To fix this you can pass `encoding` parameter to `otp.run`:
+
+    .. testcode::
+       :skipif: not has_query_encoding_parameter()
+
+       data = ['AA測試AA']
+       source = otp.Ticks({'A': data})
+       df = otp.run(source, encoding="utf-8")
+       print(df)
+
+    .. testoutput::
+
+               Time        A
+       0 2003-12-01  AA測試AA
+
+    Note that query ``start`` time is inclusive, but query ``end`` time is not,
+    meaning that ticks with timestamps equal to the query end time will not be included:
+
+    >>> data = otp.Tick(A=1, bucket_interval=24*60*60)
+    >>> data['A'] = data['TIMESTAMP'].dt.day_of_month()
+    >>> otp.run(data, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 4))
+            Time  A
+    0 2003-12-01  1
+    1 2003-12-02  2
+    2 2003-12-03  3
+    >>> otp.run(data, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 2))
+            Time  A
+    0 2003-12-01  1
+
+    If you want to include such ticks, you can add one nanosecond to the query end time:
+
+    >>> otp.run(data, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 2) + otp.Nano(1))
+            Time  A
+    0 2003-12-01  1
+    1 2003-12-02  2
+    """
+    _ = otli.OneTickLib()
+
+    query_schema = None
+    if isinstance(query, otp.Source):
+        query_schema = query.schema
+
+    if timezone is utils.default:
+        timezone = configuration.config.tz
+    if context is utils.default or context is None:
+        context = configuration.config.context
+    if concurrency is utils.default:
+        concurrency = configuration.default_query_concurrency()
+
+    if batch_size is utils.default:
+        batch_size = configuration.config.default_batch_size
+    if query_properties is None:
+        query_properties = pyomd.QueryProperties()
+
+    if isinstance(query_properties, dict):
+        qp_dict = query_properties
+        query_properties = utils.query_properties_from_dict(qp_dict)
+    else:
+        qp_dict = utils.query_properties_to_dict(query_properties)
+
+    if 'USE_FT' not in qp_dict:
+        query_properties.set_property_value('USE_FT', otp.config.default_fault_tolerance)  # type: ignore[union-attr]
+
+    if 'IGNORE_TICKS_IN_UNENTITLED_TIME_RANGE' not in qp_dict:
+        query_properties.set_property_value('IGNORE_TICKS_IN_UNENTITLED_TIME_RANGE',  # type: ignore[union-attr]
+                                            str(otp.config.ignore_ticks_in_unentitled_time_range).upper())
+
+    if date is not None:
+        for v in (start, end, start_time_expression, end_time_expression):
+            if v is not None and v is not utils.adaptive:
+                raise ValueError("Can't use 'date' parameter when other time interval parameters are specified")
+        start = otp.date(date)
+        end = start + otp.Day(1)
+
+    has_source_start, has_source_end = False, False
+    if isinstance(query, otp.Source):
+        has_source_start, has_source_end = query.has_start_end_time()
+
+    if (start is None or start is utils.adaptive) and otp.config.get('default_start_time') is None and \
+            not has_source_start:
+        warnings.warn('Start time is None and default start time is not set, '
+                      'onetick.query will use 19700101 as start time, '
+                      'which can cause unexpected results. '
+                      'Please set start time explicitly.')
+    if (end is None or end is utils.adaptive) and otp.config.get('default_end_time') is None and \
+            not has_source_end:
+        warnings.warn('End time is None and default end time is not set, '
+                      'onetick.query will use 19700101 as end time, '
+                      'which can cause unexpected results. '
+                      'Please set end time explicitly.')
+
+    if isinstance(start, _Operation) and start_time_expression is None:
+        start_time_expression = str(start)
+    if isinstance(end, _Operation) and end_time_expression is None:
+        end_time_expression = str(end)
+
+    if isinstance(start_time_expression, _Operation):
+        start_time_expression = str(start_time_expression)
+    if isinstance(end_time_expression, _Operation):
+        end_time_expression = str(end_time_expression)
+
+    # PY-1321: CEP-query seems to be using start and end values for some reason, so setting them to None
+    if start_time_expression is not None:
+        start = None
+    if end_time_expression is not None:
+        end = None
+
+    if inspect.ismethod(query) or inspect.isfunction(query):
+        t_s = None
+        if isinstance(symbols, otp.Source):
+            t_s = symbols
+        if isinstance(symbols, otp.query):
+            t_s = otp.Query(symbols)
+        if isinstance(symbols, str):
+            t_s = otp.Tick(SYMBOL_NAME=symbols)
+        if isinstance(symbols, list):
+            t_s = otp.Ticks(SYMBOL_NAME=symbols)
+
+        if isinstance(t_s, otp.Source):
+            query = query(t_s.to_symbol_param())  # type: ignore
+
+    query, query_params = _preprocess_otp_query(query, query_params)
+    # If query is an otp.Source object, then it can deal with otp.datetime and pd.Timestamp types
+
+    if log_symbol is utils.default:
+        log_symbol = otp.config.log_symbol
+    if callback is None and log_symbol:
+        callback = LogCallback(query)
+
+    if manual_dataframe_callback:
+        if output_structure and output_structure != 'df':
+            raise ValueError("Parameter 'output_structure' must be set to 'df'"
+                             " if parameter 'manual_dataframe_callback' is set")
+        if log_symbol:
+            raise ValueError("Parameters 'manual_dataframe_callback' and 'log_symbol' can't be set together")
+        if callback is not None:
+            raise ValueError("Parameters 'manual_dataframe_callback' and 'callback' can't be set together")
+        callback = ManualDataframeCallback(timezone)
+
+    output_mode = otq.QueryOutputMode.numpy
+    if callback is not None:
+        output_mode = otq.QueryOutputMode.callback
+    if output_structure == 'polars':
+        if not otq.webapi:
+            raise ValueError("Parameter output_structure='polars' is only supported in WebAPI mode.")
+        try:
+            import polars as _  # type: ignore
+        except ImportError:
+            raise ValueError("Parameter output_structure='polars' is specified, but module polars can't be imported. "
+                             "Use 'pip install onetick-py[polars]' command to install onetick-py with polars support.")
+        try:
+            output_mode = otq.QueryOutputMode.polars
+        except AttributeError:
+            raise ValueError("Parameter output_structure='polars' is specified, but it's not supported "
+                             "by installed onetick.query_webapi library.")
+
+    output_structure, output_structure_for_otq = _process_output_structure(output_structure)
+    if symbol_date:
+        # otq.run supports only strings and datetime.date
+        symbol_date = utils.symbol_date_to_str(symbol_date)
+
+    require_dict = require_dict or _is_dict_required(symbols)
+
+    # converting symbols properly
+    if isinstance(symbols, otp.Source):
+        # check if SYMBOL_NAME is in schema, or if schema contains only one field
+        if ('SYMBOL_NAME' not in symbols.columns(skip_meta_fields=True).keys()) and \
+                len(symbols.columns(skip_meta_fields=True)) != 1:
+            warnings.warn('Using as a symbol list a source without "SYMBOL_NAME" field '
+                          'and with more than one field! This won\'t work unless the schema is incomplete')
+
+        symbols = otp.Source._convert_symbol_to_string(
+            symbol=symbols,
+            tmp_otq=query._tmp_otq if isinstance(query, otp.Source) else None,
+            start=start,
+            end=end,
+            timezone=timezone
+        )
+    if isinstance(symbols, str):
+        symbols = [symbols]
+    if isinstance(symbols, pd.DataFrame):
+        symbols = utils.get_symbol_list_from_df(symbols)
+
+    if isinstance(query, dict):
+        # we assume it's a dictionary of sources for the MultiOutputSource object
+        query = otp.MultiOutputSource(query)
+
+    params_saved_to_otq = {}
+    if isinstance(query, otp.Source) or isinstance(query, otp.MultiOutputSource):
+        start = None if start is utils.adaptive else start
+        end = None if end is utils.adaptive else end
+        params_saved_to_otq = dict(
+            symbols=symbols,
+            start=start,
+            end=end,
+            start_time_expression=start_time_expression,
+            end_time_expression=end_time_expression,
+        )
+        param_upd = query._prepare_for_execution(symbols=symbols, start=start, end=end,
+                                                 timezone=timezone,
+                                                 start_time_expression=start_time_expression,
+                                                 end_time_expression=end_time_expression,
+                                                 require_dict=require_dict,
+                                                 running_query_flag=running,
+                                                 node_name=node_name, has_output=None)
+        query, require_dict, node_name = param_upd
+        # symbols and start/end times should be already stored in the query and should not be passed again
+        symbols = None
+        start = None
+        end = None
+        start_time_expression = None
+        end_time_expression = None
+        time_as_nsec = True
+
+    elif isinstance(query, (otq.graph_components.EpBase, otq.Chainlet)):
+        query = otq.GraphQuery(query)
+
+    if isinstance(query, otq.SqlQuery):
+        # This has no impact on query result, just placeholder values
+        start = end = None
+
+    if start is utils.adaptive:
+        start = configuration.config.default_start_time
+
+    if end is utils.adaptive:
+        end = configuration.config.default_end_time
+
+    if not otq.webapi:
+        # converting to expressions, because in datetime objects nanoseconds are not supported on some OneTick versions
+        if start is not None and not start_time_expression:
+            start_time_expression = datetime2expr(start)
+        if end is not None and not end_time_expression:
+            end_time_expression = datetime2expr(end)
+
+    # start and end parameters could be set to None,
+    # because we use start and end time expressions,
+    # but because of the bug it sometimes doesn't work
+    # https://onemarketdata.atlassian.net/browse/BDS-454
+    start, end = _get_start_end(start, end, timezone)
+
+    # authentication
+    alternative_username = alternative_username or otp.config.default_auth_username
+    password = password or otp.config.default_password
+    kwargs = {}
+    if password is not None and has_password_param(throw_warning=True):
+        kwargs['password'] = password
+
+    max_expected_ticks_per_symbol = max_expected_ticks_per_symbol or otp.config.max_expected_ticks_per_symbol
+    if has_max_expected_ticks_per_symbol(throw_warning=True):
+        kwargs['max_expected_ticks_per_symbol'] = max_expected_ticks_per_symbol
+
+    if encoding is not None and has_query_encoding_parameter(throw_warning=True):
+        kwargs['encoding'] = encoding
+
+    run_params = dict(
+        query=query,
+        symbols=symbols, start=start, end=end, context=context, username=username,
+        timezone=timezone,
+        start_time_expression=start_time_expression,
+        end_time_expression=end_time_expression,
+        alternative_username=alternative_username, batch_size=batch_size,
+        running_query_flag=running, query_properties=query_properties,
+        max_concurrency=concurrency, apply_times_daily=apply_times_daily, symbol_date=symbol_date,
+        query_params=query_params, time_as_nsec=time_as_nsec,
+        treat_byte_arrays_as_strings=treat_byte_arrays_as_strings,
+        output_mode=output_mode,
+        output_matrix_per_field=output_matrix_per_field, output_structure=output_structure_for_otq,
+        return_utc_times=return_utc_times, connection=connection,
+        callback=callback, svg_path=svg_path, use_connection_pool=use_connection_pool, **kwargs
+    )
+
+    # some parameters were saved in .otq file, we need to debug them too
+    debug_params = dict(run_params, **params_saved_to_otq) if params_saved_to_otq else run_params
+    otp.get_logger(__name__).info(otp.utils.json_dumps(debug_params))
+
+    try:
+        result = otq.run(**run_params)
+    except Exception as e:
+        e = _add_stack_info_to_exception(e)
+        e = _add_version_info_to_exception(e)
+        raise e  # noqa: W0707
+
+    if output_mode == otq.QueryOutputMode.callback:
+        if manual_dataframe_callback:
+            result = callback.result
+        return result
+
+    # node_names should be either a list of node names or None
+    node_names: Optional[List[str]]
+    if isinstance(node_name, str):
+        node_names = [node_name]
+    else:
+        node_names = node_name
+
+    if query_schema:
+        # check if we have empty result for any symbol to add schema to empty dataframes
+        _process_empty_results(result, query_schema, output_structure)
+
+    return _format_call_output(result, output_structure=output_structure,
+                               require_dict=require_dict, node_names=node_names)
+
+
+def _filter_returned_map_by_node(result, _node_names):
+    """
+    Here, result has the following format: {symbol: {node_name: data}}
+    We need to filter by correct node_name
+    """
+    # TODO: implement filtering by node_name in a way
+    # that no information from SymbolNumpyResultMap object is lost
+    return result
+
+
+def _filter_returned_list_by_node(result, node_names):
+    """
+    Here, result has the following format: [(symbol, data_1, data_2, node_name)]
+    We need to filter by correct node_names
+    """
+    if not node_names:
+        return result
+
+    node_found = False
+
+    res = []
+    empty_result = True
+    for symbol, data_1, data_2, node, *_ in result:
+        if len(data_1) > 0:
+            empty_result = False
+        if node in node_names:
+            node_found = True
+            res.append((symbol, data_1, data_2, node))
+
+    if not empty_result and not node_found:
+        # TODO: Do we even want to raise it?
+        raise ValueError(f'No passed node name(s) were found in the results. Passed node names were: {node_names}')
+    return res
+
+
+def _form_dict_from_list(data_list, output_structure):
+    """
+    Here, data_list has the following format: [(symbol, data_1, data_2, node_name), ...]
+    We need to create the following result:
+    either {symbol: DataFrame(data_1)} if there is only one result per symbol
+    or {symbol: [DataFrame(data_1)]} if there are multiple results for symbol for a single node_name
+    or {symbol: {node_name: DataFrame(data_1)}} if there are single results for multiple node names for a symbol
+    or {symbol: {node_name: [DataFrame(data_1)]}} if there are multiple results for multiple node names for a symbol
+    """
+
+    def form_node_name_dict(lst):
+        """
+        lst is a lit of (node, dataframe)
+        """
+        d = defaultdict(list)
+        for node, df in lst:
+            d[node].append(df)
+        for node in d.keys():  # noqa
+            if len(d[node]) == 1:
+                d[node] = d[node][0]
+        if len(d) == 1:
+            d = list(d.values())[0]
+        else:  # converting defaultdict to regular dict
+            d = dict(d)
+        return d
+
+    def get_dataframe(data):
+        if output_structure == 'df':
+            return pd.DataFrame({col_name: col_value for col_name, col_value in data})
+        else:
+            import polars
+            if isinstance(data, polars.DataFrame):
+                # polars only works in webapi mode,
+                # and it's already returned as polars.DataFrame by onetick.query_webapi
+                return data
+            # but if there is no data, then we want to return empty polars.DataFrame
+            return polars.DataFrame()
+
+    symbols_dict = defaultdict(list)
+    for symbol, data, _, node, *_ in data_list:
+        df = get_dataframe(data)
+
+        list_item = (node, df)
+        symbols_dict[symbol].append(list_item)
+
+    for symbol, lst in symbols_dict.items():
+        symbols_dict[symbol] = form_node_name_dict(lst)
+
+    return dict(symbols_dict)
+
+
+def _format_call_output(result, output_structure, node_names, require_dict):
+    """Formats output of otq.run() according to passed parameters.
+    See parameters' description for more information
+
+    Parameters
+    ----------
+    output_structure: ['df', 'list', 'map']
+        If 'df': forms pandas.DataFrame from the result.
+
+        Returns a dictionary with symbols as keys if there's more than one symbol
+        in returned data of if require_dict = True.
+
+        Values of the returned dictionary, or returned value itself if no dictionary is formed,
+        is either a list of tuples: (node_name, dataframe) if there's output for more than one node
+        or a dataframe
+
+        If 'list' or 'map': returns data as returned by otq.run(), possibly filtered by node_name (see below)
+    node_names: str, None
+        If not None, then selects only output returned by nodes in node_names list
+        for all output structures
+    require_dict: bool
+        If True, forces output for output_structure='df' to always be a dictionary, even if only one symbol is returned
+        Has no effect for other values of output_structure
+
+    Returns
+    ----------
+        Formatted output: pandas DataFrame, dictionary or list
+
+    """
+    if output_structure == 'list':
+        return _filter_returned_list_by_node(result, node_names)
+    elif output_structure == 'map':
+        return _filter_returned_map_by_node(result, node_names)
+
+    assert output_structure in ('df', 'polars'), (f'Output structure should be one of: "df", "map", "list", "polars" '
+                                                  f'instead "{output_structure}" was passed')
+
+    # "df" output structure implies that raw results came as a list
+    result_list = _filter_returned_list_by_node(result, node_names)
+    result_dict = _form_dict_from_list(result_list, output_structure)
+
+    if len(result_dict) == 1 and not require_dict:
+        return list(result_dict.values())[0]
+    else:
+        return result_dict
+
+
+def _process_empty_results(result, query_schema, output_structure):
+    """
+    Process query results and add columns to empty responses based on query schema.
+    """
+    schema = [
+        (field, np.array([], dtype=otp.types.type2np(dtype)))
+        for field, dtype in {**query_schema, 'Time': otp.nsectime}.items()
+    ]
+    if type(result) is otq.SymbolNumpyResultMap:
+        empty_data = dict(schema)
+    else:
+        empty_data = schema
+
+    if output_structure == 'polars':
+        import polars
+        empty_data = polars.DataFrame(dict(schema))
+
+    if type(result) is otq.SymbolNumpyResultMap:
+        for result_item in result.get_dict().values():
+            for node_name, symbol_result in result_item.items():
+                if len(symbol_result[0]) == 0:
+                    result_item[node_name] = (empty_data, symbol_result[1])
+    else:
+        for idx, result_item in enumerate(result):
+            if len(result_item[1]) == 0:
+                result[idx] = (
+                    result_item[0], empty_data, result_item[2], result_item[3], *result_item[4:]
+                )
+
+
+def _preprocess_otp_query(query, query_params):
+
+    if isinstance(query, otp.query._outputs):
+        query = query['OUT']
+
+    if isinstance(query, otp.query):
+        if query.params:
+            if query_params:
+                raise ValueError("please specify parameters in query or in otp.run only")
+            query_params = query.params
+        query = query.path
+    return query, query_params
+
+
+def _get_start_end(start, end, timezone):
+    """
+    Convert datetime objects supported by onetick-py
+    to datetime objects supported by onetick-query.
+    """
+    def support_nanoseconds(time):
+        if isinstance(time, (pd.Timestamp, otp.datetime)):
+            if otq.webapi:
+                # onetick-query_webapi supports pandas.Timestamp and strings in %Y%m%s%H%M%S.%J format
+                if isinstance(time, pd.Timestamp):
+                    return time
+                elif isinstance(time, otp.datetime):
+                    return time.ts
+            else:
+                if otp.compatibility.is_correct_timezone_used_in_otq_run():
+                    time = datetime2timeval(time, timezone)
+                else:
+                    # there is a bug in older onetick versions using wrong timezone
+                    time = datetime2timeval(time, 'GMT')
+        return time
+
+    if start is utils.adaptive:
+        start = configuration.config.default_start_time
+
+    if end is utils.adaptive:
+        end = configuration.config.default_end_time
+
+    # `isinstance(obj, datetime.date)` is not correct because
+    # isinstance(<datetime.datetime object>, datetime.date) = True
+    if type(start) is datetime.date:
+        start = datetime.datetime(start.year, start.month, start.day)
+    if type(end) is datetime.date:
+        end = datetime.datetime(end.year, end.month, end.day)
+
+    start = support_nanoseconds(start)
+    end = support_nanoseconds(end)
+
+    return start, end
+
+
+def _process_output_structure(output_structure):
+    if not output_structure or output_structure == "df":  # otq doesn't support df
+        output_structure = "df"
+        output_structure_for_otq = "symbol_result_list"
+    elif output_structure == "list":
+        output_structure_for_otq = "symbol_result_list"
+    elif output_structure == "map":
+        output_structure_for_otq = "symbol_result_map"
+    elif output_structure == "polars":
+        output_structure = "polars"
+        output_structure_for_otq = "symbol_result_list"
+    else:
+        raise ValueError("output_structure support only the following values: df, list, map and polars")
+    return output_structure, output_structure_for_otq